Weekly Equity Market Update, Volatility List and Trend Recognition

Equity Market Update

The Equity Market Update provides an overview of the underlyings with the highest coupons on Autocallable BRCs or Multi BRCs from the CH, EU and US equity universe. For a better estimation of the development we show the change compared to the previous week. In addition, we show the development of weekly yields at underlying and sector level as well as the development of volatility.

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Volatility List

The Vola List provides a comprehensive overview of the volatilities, performance ratings and dividends of the entire Deritrade underlying universe.

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Trend Recognition

This analysis is an important criterion when selecting stocks for the use of structured products. The method combines the concepts of short-term momentum and relative strength according to Levy to generate a long-term trend recognition. While the relative strength criterion ensures that investments are made in line with the trend direction, the momentum, on the other hand, is intended to indicate a possible trend reversal at an early stage. This combined approach is shown in an easy-to-understand four-quadrant chart. The upper right quadrant contains so-called «trend followers», i.e. stocks that currently have both a clear trend direction (i.e. a relative strength greater than one), and a momentum greater than one.

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